Access Statistics for Venus Khim-Sen Liew

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Non-parametric Bootstrap Simulation Study in ESTAR (1) Model 0 1 4 297 0 3 41 1,447
A complementary test for ADF test with an application to the exchange rates returns 1 1 4 224 3 9 39 1,212
An Empirical Investigation of Purchasing Power Parity for a Transition Economy - Cambodia 0 1 4 30 1 2 16 84
Are Asian Real Exchange Rates Stationary? 0 0 4 402 3 4 37 989
Are Non-Linear Dynamics a Universal Occurrence? Further Evidence From Asian Stock Markets 0 0 1 191 0 1 11 556
CAUSAL RELATIONSHIPS BETWEEN EXCHANGE RATES AND STOCK PRICES IN MALAYSIA AND THAILAND DURING THE 1997 CURRENCY CRISIS TURMOIL 0 1 19 884 1 8 65 2,439
Calendar anomalies in the Malaysian stock market 1 1 8 332 2 4 29 1,021
Day-of-the-week effects in selected East Asian stock markets 1 5 40 165 2 20 140 479
Does Fisher hypothesis hold for the East Asian Economies? an application of panel unit root tests 0 0 9 51 0 1 23 127
Does Hysteresis in Unemployment Occur in OECD Countries? Evidence from Parametric and Non-Parametric Panel Unit Roots Tests 0 0 2 82 2 3 23 246
Early warning indicator of economic vulnerability 1 3 20 83 1 5 53 128
Effects of ARCH Errors on Autoregressive Lag Length Selection Criteria 0 0 0 0 2 4 12 321
Effects of STAR and TAR types nonlinearities on order selection criteria 0 0 2 208 1 4 15 716
Exchange Rate and Trade Balance Relationship: The Experience of ASEAN Countries 3 10 52 2,131 11 30 194 7,147
Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia 0 0 4 270 1 3 30 1,172
Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia 0 0 2 300 1 2 30 1,577
Exchange Rates Forecasting Model: An Alternative Estimation Procedure 0 2 13 1,653 0 5 67 4,331
Export-led Growth Hypothesis in Malaysia: An Application of Two- Stage Least Square Technique 1 2 17 1,174 2 14 62 3,183
Financial Development and Economic Growth in Malaysia: The Stock Market Perspective 8 21 86 2,924 20 57 341 10,419
Fisher hypothesis: East Asian evidence from panel unit root tests 0 0 4 94 3 4 18 193
Forecasting Performance of Logistic STAR Exchange Rate Model: The Original and Reparameterised Versions 0 0 3 416 1 3 18 1,324
Forecasting malaysian business cycle movement: empirical evidence from composite leading indicator 3 7 40 128 19 47 203 558
Forecasting performance of Logistic STAR exchange rate model: The original and reparameterised versions 0 0 4 93 1 5 29 513
GARCH Diagnosis with Portmanteau Bicorrelation Test: An Application on the Malaysia's Stock Market 1 6 26 456 4 9 64 1,427
How Well the Ringgit-Yen Rate Fits the Non-linear Smooth Transition Autoregressive and Linear Autoregressive Models 0 0 0 182 0 3 18 865
Income convergence: fresh evidence from the Nordic countries 1 1 3 43 2 3 18 131
Income convergence? Evidence of non-linearity in the East Asian Economies: A comment 0 1 3 88 1 6 18 246
International Diversification Benefits in ASEAN Stock Markets: a Revisit 1 2 8 569 2 5 27 2,140
Is Money Neutral In Stock Market? The Case of Malaysia 1 2 8 59 1 4 34 162
Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen 0 1 3 72 1 3 21 193
Linearity and stationarity of G7 government bond returns 0 0 1 14 1 3 17 68
Linearity and stationarity of South Asian real exchange rates 0 0 1 93 1 3 19 246
Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian Countries 0 0 8 74 3 5 36 204
Macroeconomic Determinants of Direct Investment Abroad of Singapore 2 3 10 14 5 8 45 57
Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions 1 1 13 173 5 6 49 443
Monetary exchange rate model: supportive evidence from nonlinear testing procedures 0 0 4 117 2 3 14 289
Nonlinear Mean Reversion in Real Exchange Rates: Evidence from the ASEAN-5 0 0 0 199 0 1 12 472
ON THE FORECASTABILITY OF ASEAN-5 STOCK MARKETS RETURNS USING TIME SERIES MODELS 0 1 4 480 0 1 11 1,073
On Autoregressive Order Selection Criteria 1 1 9 593 6 10 36 1,635
On Singaporean Dollar and Purchasing Power Parity 0 0 3 236 1 5 36 1,521
On Singaporean Dollar and Purchasing Power Parity 1 1 3 94 3 4 23 534
On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity 0 0 1 162 1 4 44 1,562
On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity 0 0 1 266 1 7 41 1,838
Purchasing Power Parity (PPP) in a Transition Economy - Cambodia: Empirical Evidence from Bilateral Exchange Rates 1 2 5 47 2 5 26 155
Purchasing power parity in Asian economies: further evidence from rank tests for cointegration 0 1 4 6 3 5 27 33
Real interest rate parity: evidence from East Asian economies relative to China 1 1 4 176 1 4 33 549
Real interest rates equalization: The case of Malaysia and Singapore 1 1 8 203 2 5 32 995
Revisiting the Performance of MACD and RSI Oscillators 0 4 9 9 3 14 24 24
Selected Macroeconomic Determinants of Foreign Direct Investment Outflow of Singapore 0 0 5 71 0 1 40 220
Selected Macroeconomic Determinants of Foreign Direct Investment Outflow of Singapore 0 0 11 85 1 5 59 299
Testing for Non-Linearity in ASEAN Financial Markets 0 0 3 275 1 3 18 696
Testing nonlinear convergence in Malaysia,1965-2003 1 2 2 60 3 5 14 150
The Performance of AICC as an Order Selection Criterion in ARMA Time Series Models 0 1 6 396 3 6 45 1,365
The Predictability of ASEAN-5 Exchange Rates 0 1 7 357 1 2 21 1,001
The Validity of PPP Revisited: An Application of Non-linear Unit Root Test 0 0 2 297 2 4 27 765
The real interest rate differential: international evidence based on nonlinear unit root tests 0 0 0 164 4 6 33 660
Time series modelling and forecasting of Sarawak black pepper price 0 1 10 148 5 13 67 718
Value Creation and Long Term Performance of Hong Kong Spinoffs 0 0 0 0 0 3 12 218
Weak-form Efficient Market Hypothesis, Behavioural Finance and Episodic Transient Dependencies: The Case of the Kuala Lumpur Stock Exchange 0 4 30 1,578 11 31 155 7,368
Total Working Papers 32 93 557 19,988 159 443 2,712 70,504


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An empirical investigation of purchasing power parity for a transition economy - Cambodia 0 0 4 60 0 3 34 184
Applied International Business Conference 2008 0 0 0 0 0 1 7 11
Are Asian real exchange rates stationary? 0 0 1 124 1 4 16 384
Are Sectoral Outputs in Pakistan Led by Energy Consumption? 1 4 26 53 1 5 50 127
Assessing the Forecastibility of ESTAR Model: Some Evidence from Ringgit/Yen Rate 0 0 0 0 0 2 14 265
Asymmetry dynamics in real exchange rates: New results on East Asian currencies 0 2 5 25 1 6 24 70
Autoregressive Lag Length Selection Criteria in the Presence of ARCH Errors 0 1 10 16 4 9 98 113
Day-of-the-week effects in Selected East Asian stock markets 0 1 5 10 1 5 26 39
Does Fisher Hypothesis Hold for the East Asian Economies? An Application of Panel Unit Root Tests 0 0 7 30 0 1 16 64
Does the US IT stock market dominate other IT stock markets: Evidence from multivariate GARCH model 0 0 2 3 0 4 26 34
Estimation of the Autoregressive Order in the Presence of Measurement Errors 0 1 4 5 2 4 16 20
Exchange Rate – Relative Price Nonlinear Cointegration Relationship in Malaysia 0 0 3 5 1 4 24 32
Forecasting Performance of Exponential Smooth Transition Autoregressive Exchange Rate Models 0 0 2 217 0 3 20 684
Impact of foreign direct investment volatility on economic growth of asean-5 countries 2 6 36 233 9 19 123 536
Income Divergence? Evidence of Non-linearity in the East Asian Economies 0 0 3 3 1 3 19 20
Income convergence: fresh evidence from the Nordic countries 0 0 0 14 0 1 10 58
India-ASEAN-5 Economic Integration: Impact of Liberalization 0 0 0 0 1 3 16 517
International Conference in Economics and Finance 2005 (ICEF 2005) 0 0 0 0 1 1 8 9
Is There Any International Diversification Benefits in ASEAN Stock Markets? 1 3 7 69 4 11 49 255
Is money neutral in stock market? The case of Malaysia 0 0 9 74 2 6 44 232
Is there a nonlinear long-run relation in the U.S. interest rate and inflation? 0 3 20 53 1 8 54 122
Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen 0 1 5 37 4 9 36 137
Linearity and Stationarity of South Asian Real Exchange Rates 0 0 0 0 2 5 17 100
Linearity and stationarity of G7 government bond returns 1 2 4 36 3 7 25 120
Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian countries 0 1 9 19 1 4 26 84
MONEY DEMAND IN MALAYSIA: FURTHER EMPIRICAL EVIDENCE 0 0 0 7 2 5 47 600
Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions 2 2 4 54 2 3 19 128
NEW EVIDENCE ON THE OUTPUT-INFLATION TRADE-OFF FROM ASEAN-5 ECONOMIES 0 0 0 0 0 3 15 231
Non-linearities in Real Interest Rate Parity: Evidence from OECD and Asian Developing Economies 0 0 3 16 0 2 26 70
Nonlinear Adjustment of ASEAN-5 Real Exchange Rates: Symmetrical or Asymmetrical? 0 0 4 6 2 4 22 31
Nonlinear Adjustment towards Purchasing Power Parity in ASEAN Exchange Rates 0 0 0 0 0 2 16 313
Nonlinear mean reversion in stock prices: evidence from Asian markets 0 0 1 84 1 5 19 282
On the application of the rank tests for nonlinear cointegration to PPP: The case of Papua New Guinea 1 4 19 27 5 11 53 84
Purchasing power parity in Asian economies: further evidence from rank tests for cointegration 0 0 1 29 7 11 16 127
Real Interest Rates Equalization: The Case of Malaysia and Singapore 0 0 0 4 3 6 23 313
Real interest rate parity in the ASEAN-5 countries: a nonlinear perspective 0 1 1 31 0 3 14 106
Revisiting Purchasing Power Parity for Central Asian Countries Using Threshold Cointegration Tests 0 0 11 96 1 3 38 237
Revisiting the Performance of MACD and RSI Oscillators 4 10 16 16 12 28 54 54
Statistical Inadequacy of GARCH Models for Asian Stock Markets 0 1 1 1 0 5 6 6
THE REAL INTEREST RATE DIFFERENTIAL: INTERNATIONAL EVIDENCE BASED ON NON-LINEAR UNIT ROOT TESTS 2 2 2 51 3 7 17 199
Testing rational expectations hypothesis in the manufacturing sector in Malaysia 0 0 7 8 1 1 20 26
The inadequacy of linear autoregressive model for real exchange rates: empirical evidence from Asian economies 0 1 3 132 5 10 30 581
Time series test of nonlinear convergence and transitional dynamics 1 2 4 52 3 4 16 143
Which Lag Length Selection Criteria Should We Employ? 8 22 120 129 45 114 543 587
Total Journal Articles 23 70 359 1,829 132 355 1,792 8,335


Statistics updated 2014-10-03